Testing for subsphericity when n and p are of different asymptotic order - UTU Tutkimustietojärjestelmä

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Testing for subsphericity when n and p are of different asymptotic order

Tekijät: Virta Joni

Kustantaja: Elsevier B.V.

Julkaisuvuosi: 2021

Journal: Statistics and Probability Letters

Tietokannassa oleva lehden nimi: Statistics and Probability Letters

Artikkelin numero: 109209

Vuosikerta: 179

eISSN: 1879-2103

DOI: https://doi.org/10.1016/j.spl.2021.109209

Verkko-osoite: https://www.sciencedirect.com/science/article/pii/S0167715221001711?via%3Dihub

Rinnakkaistallenteen osoite: https://research.utu.fi/converis/portal/detail/Publication/66895780

Tiivistelmä

We extend a test of subsphericity to the high-dimensional Gaussian regime where the spikes diverge to infinity and p/n → {0, ∞}. The test is used to derive a consistent estimator for the latent dimension of the model.

Ladattava julkaisu

This is an electronic reprint of the original article.
This reprint may differ from the original in pagination and typographic detail. Please cite the original version.

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